Portfolio Protection Analyzer
Schaeffer's Hedging
Calculator
Results based on above criteria
Current Value of the S&P 100 index (OEX):
599.84
Put option to purchase:
S&P 100 (OEX) 595 put
Cost per contract of this option:
$1,330.00
Number of contracts to hedge:
12
Your total cost to hedge:
$15,960
Decline Portfolio Loss Put Profit Portfolio Value (with put protection)
5% $25,000 $14,222 $489,222.40
10% $50,000 $50,213 $500,212.80
15% $75,000 $86,203 $511,203.20
20% $100,000 $122,194 $522,193.60
The table above estimates the value of your portfolio after respective market declines if you had purchased the recommended number and type of OEX options displayed above. This example assumes that your portfolio's performance is highly correlated with the S&P 100 Index (i.e. if the S&P 100 Index goes up or down 1%, your portfolio will do the same.)
Schaeffer's Stock Screener
Quick Start- Pick a Sentiment Bias
